-38.7%
DOCS vs LNT
+52.7%
-91.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | +17.4% | +12.3% | +5.1% | +16.7% |
| 3M | +57.4% | +5.3% | +52.0% | +57.0% |
| 6M | +26.5% | +2.0% | +24.5% | +26.4% |
| YTD | -26.6% | +15.3% | -41.9% | -27.7% |
| 1Y | -48.1% | +12.3% | -60.3% | -48.7% |
| 3Y | +52.6% | +59.1% | -6.5% | +43.7% |
| 5Y | -52.1% | +51.7% | -103.8% | -53.7% |
| All | -38.7% | +52.7% | -91.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling